A spokesperson for the actress has confirmed she and model Jason Toohey - who she was living with in Las Vegas - have parted ways after just four months of dating.
News of the split comes just a month after Jenny - who has an eight-year-old son Evan with ex-husband John Asher - gushed about how well her new romance was going.
She said: "I have been so open and truthful in this relationship--it is amazing.
"If he wants Chinese food and I don`t, I say it. If he wants to go out and I want to stay in and watch `Dancing with the Stars,` I tell him so. Sometimes we both want to play poker and we have a blast at home."
The 37-year-old star had also spoken about how she feels more "peaceful" since she left Los Angeles and set up home in Las Vegas.
She added: "I really love it. I was never really a fan of Los Angeles. Coming out to Las Vegas, believe it or not, I feel more peaceful.
"Evan has seen every single show and he`s gone to every casino, every arcade. There really is only so much you can do with a kid."
Jenny`s split with Jason is her second this year after she ended her five-year relationship with Jim Carrey in April.